+145.5%
TER vs FN
+80.0%
+65.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.2% | -1.0% | -8.0% |
| 7D | -28.2% | -16.0% | -12.2% | -21.5% |
| 30D | -50.6% | -40.1% | -10.5% | -36.1% |
| 3M | -45.3% | -43.9% | -1.4% | -27.8% |
| 6M | -40.4% | -55.6% | +15.3% | -12.3% |
| YTD | +10.0% | -35.7% | +45.7% | +34.9% |
| 1Y | +13.6% | -39.8% | +53.5% | +42.6% |
| All | +145.5% | +80.0% | +65.5% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling